Results 191 to 200 of about 2,848 (204)

Relationship between Household Debt and Income Inequality: TVP-VAR Approach

ABAC Journal
This study examines the connection between household debt and income disparity in Thailand, emphasizing the dynamic interaction between these two variables. The study utilizes annual data from 1980 to 2022, a period marked by significant structural changes in the economy.
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BIST Ana Sektör Endeksleri Arasındaki Bağlantılılık İlişkileri: TVP-VAR Yaklaşımı

BIST endeksleri Türkiye ekonomisindeki piyasaların genel çerçevesini anlamak adına kullanılan önemli göstergelerdendir. Bu endeksler pazarın genel durumunu ölçen ve pazarla ilgili bilgi sağlayan rakamlardan oluşan ölçütlerdir. Bu bağlamda endekslerle ilgili yapılacak dinamik bağlantılılık analizi, ekonomik ve özellikle finansal anlamda bilgiler ...
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Comparing Islamic and conventional stock markets in GCC: a TVP-VAR analysis

International Journal of Emerging Markets
PurposeThis study investigates the dynamic interdependence between Islamic and conventional stock markets in the Gulf Cooperation Council (GCC) economies and the influence of global financial uncertainties on this interconnection.Design/methodology/approachThe study employs the time-varying parameter vector autoregressions (TVP-VAR) technique and ...
Muhammad Abubakr Naeem, Shabeer Khan, Mohd Ziaur Rehman   +2 more
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TVP-VAR YÖNTEMİ İLE DİNAMİK BAĞLANTILILIK TESPİTİ: CIVETS ÜLKELERİ ÜZERİNE UYGULAMA

Pamukkale University Journal of Social Sciences Institute
Yatırım süreci için finans teorileri yanında, piyasalarda işlem gören varlıkların hareketleri de önem arz etmektedir. Piyasalar ve finansal varlıklar arasındaki ilişkilerin bilinmesi de gerçekleştirilecek yatırımlarda ve verilecek kararlarda önem taşımaktadır. Bu amaçla Kolombiya, Endonezya, Vietnam, Mısır, Türkiye, Güney Afrika ülkelerinin oluşturduğu
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The Effects of Fiscal Policy on Emerging Economies. A TVP- VAR Approach [PDF]

South-Eastern Europe Journal of Economics, 2015
This study seeks to analyze the effects of government expenditure shock and tax revenue shock on economic activity by applying a time-varying parameter vector autoregressive methodology. The advantage of this approach is that it allows for fiscal policy shocks to vary over time according to the changes in the economic activity and permits us to capture
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Crude Oil and Islamic Sectoral Stocks: Asymmetric Tvp-Var Connectedness and Investment Strategies

SSRN Electronic Journal, 2022
Oluwasegun B. Adekoya, Ademola B. Akinseye, Nikolaos Antonakakis, Ioannis Chatziantoniou, David Gabauer, Johnson Oliyide   +5 more
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Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis

The North American Journal of Economics and Finance, 2023
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A Feasible Likelihood-Based Estimation of a TVP-VAR

SSRN Electronic Journal, 2018
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Geopolitical Risk Spillover and Pakistan Economic Crisis. A TVP-VAR Connectedness Approach

SSRN Electronic Journal, 2023
Kwame Asomaning, Hamayoon Shah
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Liquidity - The Role of Broker-Dealers in a TVP VAR Setting

SSRN Electronic Journal, 2013
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